+78.2%
SYF vs AUR
-36.2%
+114.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.2% |
| 7D | -5.5% | +0.2% | -5.7% | -5.5% |
| 30D | -3.9% | -8.9% | +5.1% | -3.0% |
| 3M | +8.9% | +4.6% | +4.3% | +7.8% |
| 6M | +16.2% | +44.9% | -28.6% | +9.9% |
| YTD | -8.4% | +64.8% | -73.3% | -14.9% |
| 1Y | +2.6% | +16.4% | -13.7% | -1.2% |
| 3Y | +156.4% | +85.1% | +71.3% | +120.7% |
| 5Y | +78.2% | -36.1% | +114.3% | +38.9% |
| All | +78.2% | -36.2% | +114.4% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling